-92.4%
MSTU vs XHB
-14.7%
-77.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.8% | -6.0% |
| 7D | -25.8% | -0.2% | -25.6% | -25.6% |
| 30D | -43.9% | +9.9% | -53.8% | -50.7% |
| 3M | +2.9% | -6.3% | +9.2% | +13.6% |
| 6M | -75.5% | +3.8% | -79.3% | -78.2% |
| YTD | -76.7% | +0.1% | -76.9% | -78.6% |
| 1Y | -88.9% | -0.8% | -88.1% | -89.9% |
| All | -92.4% | -14.7% | -77.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling